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Zapiski Nauchnykh Seminarov POMI, 2016, Volume 454, Pages 261–275 (Mi znsl6398)  
This article is cited in 6 scientific papers (total in 6 papers)

Adaptive estimation of function observed in Gaussian stationary noise

V. N. Solevab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia
Full-text PDF (216 kB) Citations (6)
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Abstract: In the article we propose an adaptive estimation of the unknown pseudo periodic function which observed in stationary noise with the unknown spectral density which belongs to a given class. We compare the accuracy of the proposed estimation with the minimax risk and give a lower bound for the minimax risk.
Key words and phrases: pseudo periodic function, nonparametric estimating, process with stationary increments.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-00856
Ministry of Education and Science of the Russian Federation НШ-2504.2014.1
Russian Academy of Sciences - Federal Agency for Scientific Organizations
Received: 20.11.2016
English version:
Journal of Mathematical Sciences (New York), 2018, Volume 229, Issue 6, Pages 772–781
DOI: https://doi.org/10.1007/s10958-018-3717-0
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: V. N. Solev, “Adaptive estimation of function observed in Gaussian stationary noise”, Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, POMI, St. Petersburg, 2016, 261–275; J. Math. Sci. (N. Y.), 229:6 (2018), 772–781
Citation in format AMSBIB
\Bibitem{Sol16}
\by V.~N.~Solev
\paper Adaptive estimation of function observed in Gaussian stationary noise
\inbook Probability and statistics. Part~24
\serial Zap. Nauchn. Sem. POMI
\yr 2016
\vol 454
\pages 261--275
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6398}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3602415}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2018
\vol 229
\issue 6
\pages 772--781
\crossref{https://doi.org/10.1007/s10958-018-3717-0}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85042214503}
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  • https://www.mathnet.ru/eng/znsl/v454/p261
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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